+61.9%
WM vs SRE
+51.3%
+10.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +3.2% | +1.8% | +1.5% | +2.7% |
| 30D | +13.0% | -3.0% | +16.0% | +13.9% |
| 3M | +9.2% | -7.3% | +16.5% | +11.4% |
| 6M | +13.6% | -11.9% | +25.5% | +17.6% |
| YTD | +12.4% | -7.9% | +20.3% | +14.5% |
| 1Y | +21.2% | -11.1% | +32.4% | +24.8% |
| 3Y | +48.7% | +24.8% | +23.9% | +31.1% |
| All | +61.9% | +51.3% | +10.5% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling